Since IB doesn't take PFOF and they're no longer in the market making business, why do they want to discourage the use of directed orders so...
https://www.investopedia.com/terms/n/net-order-imbalance-indicator-noii.asp
Do you have historical data for imbalances? I asked in your other thread along with the helpful info I gave, but you didn't reply
Looking for historical data for NOII (Net Order Imbalance Indicator) from Nasdaq TotalView and the analogous data for NYSE. Does anyone know if...
Apparently Polygon is supposed to be getting this soon. Do you have historical imbalance data? I am looking for historical.
As others have said, just use limit orders and don't rely on others to protect you. Pretty simple. However it is not true that there are no...
I'm with IB and I use the API to trade so all I need to do to reverse is sell 2x the amount of shares I currently have. Whether it takes extra...
Isn't 0.25 the smallest tick on ES? Buy 1 ES @ 2700.25... $135,012.50 Why would ES take less time to execute or SPY not be able to instantly...
That sounds interesting, so are you saying ES has less slippage? What does slippage mean here and how do you measure it? IIRC and correct me if...
IB does not take any risk. When overfill protection is enabled, they only route one order to the exchange at a time. Clearly this will have a very...
If rule 201 is in effect then you need an uptick to get filled, and yes this is true for MOC orders too. I've done thousands of MOCs and 99% of...
Be sure to check the supported exchanges for that order type, it is a very limited set.
No. The "Adaptive Algo" can not trade in the auction so is not guaranteed the opening price. The only way to have guaranteed execution at the...
For the leverage. When I spoke to Rob Friesen (Bright Trading) back in 2014, this is what he told me, straight up. Leverage is the only reason....
I do, but it's been years since I was under $25K in my account. I'm 99% sure PDT would still be gone, but you should just confirm it with IB. btw...
lower. (lower=cheaper=better): https://www.interactivebrokers.com/en/index.php?f=1595 I believe no one even comes close. Please prove me wrong on...
It is grossly outdated. IB Canada dropped the PDT rule years ago (in 2013, IIRC). Source: I had an IB Canada account when it happened. I would...
True DMA could be very important for certain types of HFT-like strategies. With IB, direct routing (through the API) is heavily disincentivized...
PDT does not apply to IB Canada accounts.
Lee-, you're right, this isn't what's causing the dip. Most brokers down around 5% in premarket:...
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